+1,155.3%
UPRO vs KIM
+29.1%
+1,126.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.3% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | -3.7% | -1.7% | -2.0% | -2.5% |
| 3M | +8.0% | -0.8% | +8.8% | +7.6% |
| 6M | +38.7% | +4.4% | +34.3% | +32.2% |
| YTD | +29.5% | +21.2% | +8.3% | +8.5% |
| 1Y | +46.1% | +10.5% | +35.5% | +31.8% |
| 3Y | +229.1% | +47.5% | +181.6% | +135.9% |
| 5Y | +136.0% | +37.1% | +98.9% | +92.3% |
| 10Y | +1,155.3% | +29.5% | +1,125.8% | +884.0% |
| All | +1,155.3% | +29.1% | +1,126.2% | +884.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling